Slide your finger downwards starting from the top of the screen.

Tap All settings.

Tap System.

Tap Notifications & actions.

Tap Messaging.

Tap the indicator below "Notifications to turn on the function.

Tap the indicator below "Show notification banners to turn on the function.

Tap the drop down list below "Notification sound".

Tap the play icon next to the required message tones to hear them.

Once you've found a message tone you like, tap the required message tone.

Tap the Home key to return to the home screen.